| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334:ALGOUSD |
|---|---|---|
| Time in Market | 32.0% | 99.0% |
| Cumulative Return | 442.52% | -8.97% |
| Max Drawdown | -31.47% | -69.78% |
| Sharpe | 1.97 | 0.43 |
| Sortino | 4.4 | 0.68 |
| Payoff Ratio | 1.57 | 1.19 |
| Profit Factor | 1.83 | 1.07 |
| Common Sense Ratio | 2.39 | 1.16 |
| CPC Index | 1.46 | 0.63 |
| Tail Ratio | 1.31 | 1.09 |
| Outlier Win Ratio | 16.96 | 4.25 |
| Outlier Loss Ratio | 3.19 | 2.51 |
| Volatility (ann.) | 67.85% | 100.95% |
| R^2 | 0.46 | 0.46 |
| Calmar | 6.6 | -0.09 |
| Skew | 4.02 | 1.2 |
| Kurtosis | 32.79 | 6.45 |
| Expected Daily % | 0.31% | -0.02% |
| Expected Monthly % | 9.31% | -0.49% |
| Expected Yearly % | 132.92% | -4.59% |
| Kelly Criterion | 19.52% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.48% | -8.57% |
| Expected Shortfall (cVaR) | -5.48% | -8.57% |
| Year | 5347334:ALGOUSD | 5347334:algousd:triple_gx:zlema230_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 417.47 | 4.56 | + |
| 2025 | -52.47 | 4.84 | -0.09 | + |
| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -10.54% |
| 3M | -7.42% | -37.59% |
| 6M | 10.46% | -28.88% |
| YTD | 4.84% | -52.47% |
| 1Y | 146.61% | -14.54% |
| 3Y (ann.) | 207.8% | -6.05% |
| 5Y (ann.) | 207.8% | -6.05% |
| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.78% |
| Longest DD Days | 218.0 | 343.0 |
| Avg. Drawdown | -7.45% | -16.11% |
| Avg. Drawdown Days | 24.0 | 53.0 |
| Recovery Factor | 14.06 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-14 | -31.47 | 218 |
| 2025-07-18 | 2025-11-16 | -24.69 | 121 |
| 2024-10-30 | 2024-11-08 | -11.79 | 9 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-08-09 | 2024-09-09 | -8.04 | 31 |
| 2024-07-17 | 2024-08-08 | -6.90 | 22 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -14.01% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -9.47% | -37.29% |
| Best Year | 417.47% | 91.53% |
| Worst Year | 4.84% | -52.47% |
| Avg. Up Day | 5.06% | 5.09% |
| Avg. Down Day | -3.23% | -4.29% |
| Avg. Up Week | 17.45% | 21.26% |
| Avg. Down Week | -6.62% | -11.24% |
| Avg. Up Month | 82.14% | 87.87% |
| Avg. Down Month | -5.15% | -17.99% |
| Win Days % | 50.87% | 49.82% |
| Win Month % | 56.25% | 31.58% |
| Win Week % | 63.16% | 40.74% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |